Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49397.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45335.79 Kr¶

PnL: ---------------------------------------> 279.79 Kr¶

DD now: ---------------------------------> -7.009 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:03:31.202354'

Anic Portfolio¶

Today¶

Return: -0.646 %¶

This Week¶

Return: 0.191 %¶

Total portfolio value¶

Return including deposits: 61.714 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.100000 1666.080000 197.080000 13.420000 1468.999998
Orrön Energy 180 0.740000 2218.500000 175.500000 8.590000 2043.000000
Sedana Medical 93 -2.520000 2594.700000 73.700000 2.920000 2521.000011
Atrium Ljungberg B 5 -0.350000 991.500000 56.500000 6.040000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.100000 1002.720000 35.720000 3.690000 966.999996
Sagax B 4 -0.940000 888.800000 34.800000 4.070000 854.000000
JM 6 -0.530000 897.600000 33.600000 3.890000 864.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
Catena 2 -1.960000 822.400000 30.400000 3.840000 792.000000
VEF 909 -1.620000 1877.990000 27.990000 1.510000 1850.000436
OX2 13 1.630000 970.450000 20.450000 2.150000 949.999999
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Byggmax Group 33 -0.470000 968.880000 12.880000 1.350000 956.000001
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
BioGaia B 8 -1.010000 940.800000 10.800000 1.160000 930.000000
Gränges 9 -0.380000 938.700000 10.700000 1.150000 927.999999
Clas Ohlson B 12 -0.910000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 -0.690000 403.600000 1.600000 0.400000 402.000000
ASSA ABLOY B 3 -0.620000 774.900000 -4.100000 -0.530000 779.000001
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
Addnode Group B 11 0.060000 902.550000 -18.450000 -2.000000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
SKF B 5 -0.220000 916.250000 -23.750000 -2.530000 940.000000
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
Indutrade 5 -0.670000 1182.000000 -36.000000 -2.960000 1218.000000
Latour B 4 -0.640000 810.800000 -46.200000 -5.390000 857.000000
Vitec Software Group B 2 -2.080000 1037.000000 -50.000000 -4.600000 1087.000000
Bufab 3 -1.200000 1038.000000 -71.000000 -6.400000 1109.000001
Hexagon B 26 -1.700000 3374.800000 -86.200000 -2.490000 3461.000010
BHG Group 97 -0.910000 1368.670000 -90.330000 -6.190000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45335.790000 279.790000 -7.00865% 45056.000411

Updated:¶

'2023-07-05 10:03:48.139329'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶